Gain access to our full suite of custom-coded VWAP tools.
thinkorswim
TradingView
TradeStation
NinjaTrader 8
All indicators included with VWAP On-Demand, or available separately below.
Add to your platform in minutes.
If you purchase a specific indicator below, you'll be able to download it immediately through our Indicator
Portal.
Please note that not every indicator we offer is available for every platform listed above. However, our
three core indicators — Intraday, Aspect, and DateVWAP — are available for all four platforms. To learn
more, you can view the Frequently Asked Questions section at the bottom of this page.
Intraday
Available for:
Our custom intraday VWAP study, which includes standard deviation bands, an optimized user interface,
and more.
Anchoring to the open of each market day by default, this indicator serves as an essential visual
reference point and is a core part of our framework for intraday trading.
Core features:
Multiple standard deviation band inputs
Dynamic color-coding for plots and clouds
Day, Week, or Month presets for VWAP length
Adjustable tolerance bands for zone buffers
Customizable colors and line styles for all plots
DateVWAP
Available for:
DateVWAP gives traders the power to launch a VWAP and deviation bands from any candle in a chart's
history.
By far our most powerful tool, this indicator features multiple presets to anchor VWAPs using YYYYMMDD
HHMM format, a user-selected number of days ago, or automatically identified highs and lows.
Core features:
Both manual and automatic input methods
Capability to plot standard deviation bands
Toggle on/off chart labels for quick analysis
Automatic preset to anchor to chart's IPO
Customizable colors and line styles for all plots
Aspect
Available for:
Measure and monitor the slope of intraday VWAP to gauge the intensity of price moves in either
direction.
Aspect is first and foremost a confirmation tool, which we've incorporated into our approach to help
assess the quality of potential setups (and likelihood of continuation) as they develop.
Core features:
Adjustable lookback period for slope calculation
Multiple different display styles
Sensitivity presets for different market types
Customizable sensitivity input for full user control
DevWidth and Position (Z-Score) modes on TOS and TV
AutoVWAP
Available for:
Automatically identify notable highs and lows from any chart's history and launch VWAPs from those key
levels.
An essential tool for traders wishing to rotate through tickers and/or timeframes, AutoVWAP provides
significant time savings and removes much of the guesswork required when anchoring longer-term VWAPs.
Core features:
Automatic or Manual (find H/L within X bars) search methods
Option to visualize search zones and VWAP initiation points
Multiple highlight methods (line, dot, BarID) included
Works on any chart length or bar size (1-min, 5-min, etc)
Customizable colors and line styles for all plots
VWAP Boulevard
Available for:
Effective on multiple timeframes, VWAP Boulevard automatically detects the three highest-volume candles in a
chart's history and launches both static and continuous VWAPs from the identified anchor point.
Our rendition of a concept popularized by AllDayFaders, this indicator is available for all traders to
try out for free.
Core features:
Plots both static and continuous VWAPs
Automated or user-selected fixed lookback period
Anchor up to three VWAPs of each type at once
Customizable colors and line styles for all plots
Multiple mode presets for different applications
EventVWAP
Available for:
Requiring no specific date input from the user, EventVWAP automatically launches VWAPs from notable past
events — selected by the user from a list of available presets.
Created to complement our DateVWAP indicator, this tools provides significant time savings when
searching for relevant initiation points in a chart's history.
Core features:
thinkorswim presets: Earnings, Gaps, Options Expiry, Swing
TradingView presets: Earnings, Gaps
Anchor up to four VWAPs of the same type at once
Customizable colors and line styles for all plots
Adjustable gap threshold to qualify as anchor point
Dashboard
Available for:
Just as the name implies, this indicator automatically calculate and displays several key VWAP metrics
in a consolidated interface.
Working hand-in-hand with our Intraday indicator, Dashboard allows traders to quickly assess a chart's
volatility in the content of its intraday volume weighted average price.
Core features:
Track deviation width and distance from VWAP ($ and %),
Position size calculator for rapid risk assessment
Toggle between intraday, weekly, and monthly VWAP metrics
All metrics can be turned on/off by user
Position on chart adjustable in TradingView
Average Volume
Available for:
Utilize any one of four different analysis methods to compare the current day's volume to historical
benchmarks of the chart in use.
Average Volume is more so a bonus indicator that isn't directly incorporated in our strategy, but it
provides a unique and detailed look into volume analysis for those interested.
Core features:
Four different display methods
Compare current vol vs historical avg at same time of day
User-defined rolling MA to track volume-per-bar over time
Plot volume as raw dollars and track vs daily/bar averages
Compare volume of current bar to same bar on prior days
Have a question?
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